Red Rock Capital has two distinctly different managed account investment programs. The daily correlation between the two programs historically has only been 0.38.
- Pure commodity trend following.
- All trades in the direction of the long-term trend.
- Universe is 25 physical / raw / tangible commodity futures
- Average holding period is 9 days.
- Low correlation to big trend following CTAs (Soc Gen Trend - CTA Index): 0.39
CLS Program Specs
Avg. Margin/Equity: 10%
Avg. Trade Length (days): 9
Correlation to CTAs: 0.26
- 18+ year live track record
- Medium-to-Long Term Trend Following
- 80+ globally diversified futures markets
- Edge is proprietary Probability Theory model
- Positions are held approx. 3 to 6 months
- No Long or Short bias
- Historically very low correlation to Stocks (-0.03) & Bonds (0.10)
SGM Program Specs
Avg. Margin/Equity: 10%
Avg. Trade Length (days): 150
Please send me additional information and performance summary on the following program(s):
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The risk of loss in trading commodities & futures contracts can be substantial. You should therefore carefully consider whether such trading is suitable for you in light of your financial condition. The high degree of leverage that is often obtainable in commodity trading can work against you as well as for you. The use of leverage can lead to large losses as well as gains. In some cases, managed commodity accounts are subject to substantial charges for management and advisory fees. It may be necessary for those accounts that are subject to these charges to make substantial trading profits to avoid depletion or exhaustion of their assets. The disclosure document contains a complete description of the principal risk factors and each fee to be charged to your account by the Commodity Trading Advisor. The regulations of the Commodity Futures Trading Commission require that prospective clients of a CTA receive a disclosure document at or prior to the time an advisory agreement is delivered and that certain risk factors be highlighted. This document is readily accessible from Red Rock Capital, LLC. This brief statement cannot disclose all of the risks and other significant aspects of the commodity markets. Therefore, you should thoroughly review the disclosure document and study it carefully to determine whether such trading is appropriate for you in light of your financial condition. The CFTC has not passed upon the merits of participating in this trading program nor on the adequacy or accuracy of the disclosure document. Other disclosure statements are required to be provided to you before a commodity account may be opened for you.
Testimonials are not indicative of future performance or success.
“From a risk/return perspective, CTAs in the Evolving phase are the most attractive. Risks are significantly reduced, performance is strong and the staff is often confident, energized and creative. The CTA is rapidly evolving into a successful and professional asset management company. This is the time to invest with the CTA – a window of
“Looks like I got out at exactly the wrong time. I wish I would have stayed in your program. Take Care,
- Craig K."